• Title/Summary/Keyword: Multi Deep Learning Model

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Corporate Default Prediction Model Using Deep Learning Time Series Algorithm, RNN and LSTM (딥러닝 시계열 알고리즘 적용한 기업부도예측모형 유용성 검증)

  • Cha, Sungjae;Kang, Jungseok
    • Journal of Intelligence and Information Systems
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    • v.24 no.4
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    • pp.1-32
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    • 2018
  • In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.

Comparison and optimization of deep learning-based radiosensitivity prediction models using gene expression profiling in National Cancer Institute-60 cancer cell line

  • Kim, Euidam;Chung, Yoonsun
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.3027-3033
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    • 2022
  • Background: In this study, various types of deep-learning models for predicting in vitro radiosensitivity from gene-expression profiling were compared. Methods: The clonogenic surviving fractions at 2 Gy from previous publications and microarray gene-expression data from the National Cancer Institute-60 cell lines were used to measure the radiosensitivity. Seven different prediction models including three distinct multi-layered perceptrons (MLP), four different convolutional neural networks (CNN) were compared. Folded cross-validation was applied to train and evaluate model performance. The criteria for correct prediction were absolute error < 0.02 or relative error < 10%. The models were compared in terms of prediction accuracy, training time per epoch, training fluctuations, and required calculation resources. Results: The strength of MLP-based models was their fast initial convergence and short training time per epoch. They represented significantly different prediction accuracy depending on the model configuration. The CNN-based models showed relatively high prediction accuracy, low training fluctuations, and a relatively small increase in the memory requirement as the model deepens. Conclusion: Our findings suggest that a CNN-based model with moderate depth would be appropriate when the prediction accuracy is important, and a shallow MLP-based model can be recommended when either the training resources or time are limited.

Speech detection from broadcast contents using multi-scale time-dilated convolutional neural networks (다중 스케일 시간 확장 합성곱 신경망을 이용한 방송 콘텐츠에서의 음성 검출)

  • Jang, Byeong-Yong;Kwon, Oh-Wook
    • Phonetics and Speech Sciences
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    • v.11 no.4
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    • pp.89-96
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    • 2019
  • In this paper, we propose a deep learning architecture that can effectively detect speech segmentation in broadcast contents. We also propose a multi-scale time-dilated layer for learning the temporal changes of feature vectors. We implement several comparison models to verify the performance of proposed model and calculated the frame-by-frame F-score, precision, and recall. Both the proposed model and the comparison model are trained with the same training data, and we train the model using 32 hours of Korean broadcast data which is composed of various genres (drama, news, documentary, and so on). Our proposed model shows the best performance with F-score 91.7% in Korean broadcast data. The British and Spanish broadcast data also show the highest performance with F-score 87.9% and 92.6%. As a result, our proposed model can contribute to the improvement of performance of speech detection by learning the temporal changes of the feature vectors.

Depth tracking of occluded ships based on SIFT feature matching

  • Yadong Liu;Yuesheng Liu;Ziyang Zhong;Yang Chen;Jinfeng Xia;Yunjie Chen
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.4
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    • pp.1066-1079
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    • 2023
  • Multi-target tracking based on the detector is a very hot and important research topic in target tracking. It mainly includes two closely related processes, namely target detection and target tracking. Where target detection is responsible for detecting the exact position of the target, while target tracking monitors the temporal and spatial changes of the target. With the improvement of the detector, the tracking performance has reached a new level. The problem that always exists in the research of target tracking is the problem that occurs again after the target is occluded during tracking. Based on this question, this paper proposes a DeepSORT model based on SIFT features to improve ship tracking. Unlike previous feature extraction networks, SIFT algorithm does not require the characteristics of pre-training learning objectives and can be used in ship tracking quickly. At the same time, we improve and test the matching method of our model to find a balance between tracking accuracy and tracking speed. Experiments show that the model can get more ideal results.

Comparative Experimental Study on the Evaluation of the Unit-water Content of Mortar According to the Structure of the Deep Learning Model (딥러닝 모델 구조에 따른 모르타르의 단위수량 평가에 대한 비교 실험 연구)

  • Cho, Yang-Je;Yu, Seung-Hwan;Yang, Hyun-Min;Yoon, Jong-Wan;Park, Tae-Joon;Lee, Han-Seung
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2021.11a
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    • pp.8-9
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    • 2021
  • The unit-water content of concrete is one of the important factors in determining the quality of concrete and is directly related to the durability of the construction structure, and the current method of measuring the unit-water content of concrete is applied by the Air Meta Act and the Electrostatic Capacity Act. However, there are complex and time-consuming problems with measurement methods. Therefore, high frequency moisture sensor was used for quick and high measurement, and unit-water content of mortar was evaluated through machine running and deep running based on measurement big data. The multi-input deep learning model is as accurate as 24.25% higher than the OLS linear regression model, which shows that deep learning can more effectively identify the nonlinear relationship between high-frequency moisture sensor data and unit quantity than linear regression.

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Scoping Review of Machine Learning and Deep Learning Algorithm Applications in Veterinary Clinics: Situation Analysis and Suggestions for Further Studies

  • Kyung-Duk Min
    • Journal of Veterinary Clinics
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    • v.40 no.4
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    • pp.243-259
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    • 2023
  • Machine learning and deep learning (ML/DL) algorithms have been successfully applied in medical practice. However, their application in veterinary medicine is relatively limited, possibly due to a lack in the quantity and quality of relevant research. Because the potential demands for ML/DL applications in veterinary clinics are significant, it is important to note the current gaps in the literature and explore the possible directions for advancement in this field. Thus, a scoping review was conducted as a situation analysis. We developed a search strategy following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses guidelines. PubMed and Embase databases were used in the initial search. The identified items were screened based on predefined inclusion and exclusion criteria. Information regarding model development, quality of validation, and model performance was extracted from the included studies. The current review found 55 studies that passed the criteria. In terms of target animals, the number of studies on industrial animals was similar to that on companion animals. Quantitative scarcity of prediction studies (n = 11, including duplications) was revealed in both industrial and non-industrial animal studies compared to diagnostic studies (n = 45, including duplications). Qualitative limitations were also identified, especially regarding validation methodologies. Considering these gaps in the literature, future studies examining the prediction and validation processes, which employ a prospective and multi-center approach, are highly recommended. Veterinary practitioners should acknowledge the current limitations in this field and adopt a receptive and critical attitude towards these new technologies to avoid their abuse.

Prediction of Software Fault Severity using Deep Learning Methods (딥러닝을 이용한 소프트웨어 결함 심각도 예측)

  • Hong, Euyseok
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.6
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    • pp.113-119
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    • 2022
  • In software fault prediction, a multi classification model that predicts the fault severity category of a module can be much more useful than a binary classification model that simply predicts the presence or absence of faults. A small number of severity-based fault prediction models have been proposed, but no classifier using deep learning techniques has been proposed. In this paper, we construct MLP models with 3 or 5 hidden layers, and they have a structure with a fixed or variable number of hidden layer nodes. As a result of the model evaluation experiment, MLP-based deep learning models shows significantly better performance in both Accuracy and AUC than MLPs, which showed the best performance among models that did not use deep learning. In particular, the model structure with 3 hidden layers, 32 batch size, and 64 nodes shows the best performance.

Korean Dependency Parsing using Pointer Networks (포인터 네트워크를 이용한 한국어 의존 구문 분석)

  • Park, Cheoneum;Lee, Changki
    • Journal of KIISE
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    • v.44 no.8
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    • pp.822-831
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    • 2017
  • In this paper, we propose a Korean dependency parsing model using multi-task learning based pointer networks. Multi-task learning is a method that can be used to improve the performance by learning two or more problems at the same time. In this paper, we perform dependency parsing by using pointer networks based on this method and simultaneously obtaining the dependency relation and dependency label information of the words. We define five input criteria to perform pointer networks based on multi-task learning of morpheme in dependency parsing of a word. We apply a fine-tuning method to further improve the performance of the dependency parsing proposed in this paper. The results of our experiment show that the proposed model has better UAS 91.79% and LAS 89.48% than conventional Korean dependency parsing.

Estimation of GNSS Zenith Tropospheric Wet Delay Using Deep Learning (딥러닝 기반 GNSS 천정방향 대류권 습윤지연 추정 연구)

  • Lim, Soo-Hyeon;Bae, Tae-Suk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.1
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    • pp.23-28
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    • 2021
  • Data analysis research using deep learning has recently been studied in various field. In this paper, we conduct a GNSS (Global Navigation Satellite System)-based meteorological study applying deep learning by estimating the ZWD (Zenith tropospheric Wet Delay) through MLP (Multi-Layer Perceptron) and LSTM (Long Short-Term Memory) models. Deep learning models were trained with meteorological data and ZWD which is estimated using zenith tropospheric total delay and dry delay. We apply meteorological data not used for learning to the learned model to estimate ZWD with centimeter-level RMSE (Root Mean Square Error) in both models. It is necessary to analyze the GNSS data from coastal areas together and increase time resolution in order to estimate ZWD in various situations.

A Generalized Adaptive Deep Latent Factor Recommendation Model (일반화 적응 심층 잠재요인 추천모형)

  • Kim, Jeongha;Lee, Jipyeong;Jang, Seonghyun;Cho, Yoonho
    • Journal of Intelligence and Information Systems
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    • v.29 no.1
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    • pp.249-263
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    • 2023
  • Collaborative Filtering, a representative recommendation system methodology, consists of two approaches: neighbor methods and latent factor models. Among these, the latent factor model using matrix factorization decomposes the user-item interaction matrix into two lower-dimensional rectangular matrices, predicting the item's rating through the product of these matrices. Due to the factor vectors inferred from rating patterns capturing user and item characteristics, this method is superior in scalability, accuracy, and flexibility compared to neighbor-based methods. However, it has a fundamental drawback: the need to reflect the diversity of preferences of different individuals for items with no ratings. This limitation leads to repetitive and inaccurate recommendations. The Adaptive Deep Latent Factor Model (ADLFM) was developed to address this issue. This model adaptively learns the preferences for each item by using the item description, which provides a detailed summary and explanation of the item. ADLFM takes in item description as input, calculates latent vectors of the user and item, and presents a method that can reflect personal diversity using an attention score. However, due to the requirement of a dataset that includes item descriptions, the domain that can apply ADLFM is limited, resulting in generalization limitations. This study proposes a Generalized Adaptive Deep Latent Factor Recommendation Model, G-ADLFRM, to improve the limitations of ADLFM. Firstly, we use item ID, commonly used in recommendation systems, as input instead of the item description. Additionally, we apply improved deep learning model structures such as Self-Attention, Multi-head Attention, and Multi-Conv1D. We conducted experiments on various datasets with input and model structure changes. The results showed that when only the input was changed, MAE increased slightly compared to ADLFM due to accompanying information loss, resulting in decreased recommendation performance. However, the average learning speed per epoch significantly improved as the amount of information to be processed decreased. When both the input and the model structure were changed, the best-performing Multi-Conv1d structure showed similar performance to ADLFM, sufficiently counteracting the information loss caused by the input change. We conclude that G-ADLFRM is a new, lightweight, and generalizable model that maintains the performance of the existing ADLFM while enabling fast learning and inference.